+268.5%
PG vs LYB
+624.6%
-356.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.7% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +0.8% | +2.5% | -1.6% | +0.5% |
| 3M | -1.3% | +1.4% | -2.7% | -1.7% |
| 6M | -3.8% | -3.5% | -0.3% | -4.3% |
| YTD | +3.6% | +52.0% | -48.4% | -2.9% |
| 1Y | -5.7% | +22.1% | -27.8% | -9.4% |
| 3Y | +1.6% | -22.8% | +24.4% | +2.4% |
| 5Y | +14.6% | -3.4% | +18.0% | +11.0% |
| 10Y | +121.2% | +47.4% | +73.8% | +91.1% |
| All | +268.5% | +624.6% | -356.1% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LYB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling